+65.7%
PPL vs NTRA
+2,796.3%
-2,730.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -2.2% | -11.2% | +9.0% | -1.7% |
| 30D | +1.7% | -18.4% | +20.1% | +2.5% |
| 3M | +0.1% | +2.2% | -2.1% | -0.2% |
| 6M | -1.5% | +58.1% | -59.7% | -4.1% |
| YTD | +3.0% | +41.0% | -38.0% | +0.6% |
| 1Y | -1.4% | +54.1% | -55.6% | -4.2% |
| 3Y | +53.5% | +590.9% | -537.5% | +36.3% |
| 5Y | +46.4% | +180.7% | -134.3% | +33.0% |
| All | +65.7% | +2,796.3% | -2,730.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling